-17.1%
CTSH vs CNI
+10.3%
-27.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.5% |
| 7D | -8.2% | +0.9% | -9.1% | -8.5% |
| 30D | +0.4% | -2.1% | +2.5% | +1.3% |
| 3M | +10.6% | +1.8% | +8.8% | +9.7% |
| 6M | -8.8% | +14.8% | -23.6% | -14.7% |
| YTD | -28.6% | +25.4% | -54.0% | -36.4% |
| 1Y | -15.9% | +32.9% | -48.8% | -27.5% |
| 3Y | -13.9% | +20.2% | -34.1% | -23.5% |
| 5Y | -17.1% | +12.2% | -29.3% | -23.7% |
| All | -17.1% | +10.3% | -27.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling